Anic Equity¶
'#---------------------------------------------------------#'
Total return since start: 0.547 %¶
'#---------------------------------------------------------#'
Equity now: -----------------------------> 47250.75 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 45855.78 Kr¶
PnL: ---------------------------------------> -1032.79 Kr¶
DD now: ---------------------------------> -2.836 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-25 14:47:42.749278'
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| HEBA B | 70 | -1.510000 | 2747.500000 | 111.500000 | 4.230000 | 2636.000010 |
| FM Mattsson Mora Group B | 50 | -3.060000 | 3005.000000 | 78.000000 | 2.660000 | 2927.000000 |
| Beijer Electronics Group | 26 | -1.680000 | 3042.000000 | 71.000000 | 2.390000 | 2971.000006 |
| SAAB B | 8 | 0.190000 | 3413.600000 | 36.600000 | 1.080000 | 3377.000000 |
| Samhällsbyggnadsbo. i Norden B | 20 | -1.020000 | 386.900000 | 31.900000 | 8.990000 | 355.000000 |
| AcadeMedia | 12 | -3.440000 | 586.320000 | 29.320000 | 5.260000 | 557.000004 |
| MedCap | 2 | -1.320000 | 450.000000 | 29.000000 | 6.890000 | 421.000000 |
| Corem Property Group B | 59 | -2.650000 | 605.930000 | 28.930000 | 5.010000 | 576.999999 |
| Resurs Holding | 22 | -1.410000 | 600.820000 | 26.820000 | 4.670000 | 573.999998 |
| HMS Networks | 2 | -2.980000 | 689.600000 | 16.600000 | 2.470000 | 673.000000 |
| Swedbank A | 3 | -0.520000 | 578.100000 | 14.100000 | 2.500000 | 564.000000 |
| Securitas B | 6 | -0.920000 | 583.200000 | 13.200000 | 2.320000 | 570.000000 |
| Fastighetsbolag. Emilshus Pref | 21 | -0.180000 | 574.350000 | 12.350000 | 2.200000 | 562.000005 |
| Eastnine | 4 | -0.790000 | 502.400000 | 11.400000 | 2.320000 | 491.000000 |
| Coor Service Management Hold. | 8 | -0.810000 | 537.600000 | 5.600000 | 1.050000 | 532.000000 |
| Karnov Group | 9 | -0.660000 | 539.100000 | 3.100000 | 0.580000 | 536.000004 |
| Norva24 Group | 16 | -3.620000 | 545.920000 | 2.920000 | 0.540000 | 543.000000 |
| Samhällsbyggnadsbo. i Norden D | 12 | -1.150000 | 247.440000 | 1.440000 | 0.590000 | 246.000000 |
| Intrum | 4 | -3.190000 | 528.000000 | 1.000000 | 0.190000 | 527.000000 |
| Boozt | 12 | -2.480000 | 1654.800000 | 0.800000 | 0.050000 | 1653.999996 |
| OEM International B | 7 | -2.340000 | 526.400000 | -1.600000 | -0.300000 | 527.999997 |
| Creaspac SPAC | 6 | 0.000000 | 575.400000 | -1.600000 | -0.280000 | 577.000002 |
| Nordea Bank Abp | 29 | -0.070000 | 3452.160000 | -1.840000 | -0.050000 | 3453.999992 |
| Handelsbanken A | 5 | -1.410000 | 540.000000 | -6.000000 | -1.100000 | 546.000000 |
| Midsona B | 63 | -2.090000 | 561.960000 | -21.040000 | -3.610000 | 582.999984 |
| Essity B | 2 | -2.230000 | 548.100000 | -25.900000 | -4.510000 | 574.000000 |
| CTEK | 13 | -2.510000 | 504.400000 | -29.600000 | -5.540000 | 533.999999 |
| International Petroleum Corp. | 5 | -2.060000 | 546.500000 | -48.070000 | -8.080000 | 594.565215 |
| Essity A | 4 | -3.010000 | 1096.000000 | -53.000000 | -4.610000 | 1149.000000 |
| Vivesto | 1368 | 0.800000 | 551.580000 | -61.420000 | -10.020000 | 612.999432 |
| Sampo Oyj SDB | 7 | -1.380000 | 3755.500000 | -94.500000 | -2.450000 | 3850.000000 |
| Axfood | 13 | 0.000000 | 3582.800000 | -173.200000 | -4.610000 | 3756.000001 |
| Fasadgruppen Group | 35 | 1.570000 | 3633.000000 | -178.000000 | -4.670000 | 3810.999990 |
| OX2 | 18 | -3.170000 | 1402.200000 | -261.800000 | -15.730000 | 1663.999992 |
| Ovzon | 52 | -3.630000 | 2761.200000 | -600.800000 | -17.870000 | 3361.999992 |
| TOTAL | 45855.780000 | -1032.790000 | -2.83599% | 46888.564618 |
Updated:¶
'2023-01-25 14:47:55.261448'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
